+8,438.8%
USB vs CNP
+1,826.3%
+6,612.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -1.3% | -1.8% | +0.5% | -0.9% |
| 3M | +15.2% | -4.6% | +19.9% | +16.5% |
| 6M | +18.8% | -8.8% | +27.7% | +21.5% |
| YTD | +21.0% | +5.2% | +15.8% | +19.0% |
| 1Y | +34.0% | +8.3% | +25.7% | +30.7% |
| 3Y | +95.3% | +54.9% | +40.4% | +72.5% |
| 5Y | +40.4% | +73.5% | -33.1% | +19.9% |
| 10Y | +107.3% | +139.1% | -31.8% | +61.0% |
| All | +8,438.8% | +1,826.3% | +6,612.5% | +4,458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling